+223.2%
AMKR vs CSGP
+65.7%
+157.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | -8.4% | -3.2% | -5.2% | -7.5% |
| 30D | -29.8% | +2.2% | -32.0% | -32.1% |
| 3M | -34.7% | -3.7% | -31.0% | -36.4% |
| 6M | -54.9% | -7.4% | -47.4% | -57.0% |
| YTD | -12.3% | -54.9% | +42.6% | +15.7% |
| 1Y | -1.4% | -54.9% | +53.5% | +29.6% |
| 3Y | +51.1% | -61.9% | +113.0% | +111.8% |
| 5Y | +62.6% | -63.1% | +125.7% | +124.1% |
| All | +223.2% | +65.7% | +157.5% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling